+1,323.6%
CSX vs MSCI
+2,756.4%
-1,432.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.1% | +0.6% | -3.6% | -3.4% |
| 3M | +7.2% | -7.1% | +14.3% | +9.3% |
| 6M | +16.2% | +0.8% | +15.3% | +14.2% |
| YTD | +37.5% | +1.0% | +36.6% | +34.2% |
| 1Y | +53.2% | +4.3% | +48.9% | +46.8% |
| 3Y | +68.2% | +9.9% | +58.3% | +53.1% |
| 5Y | +65.2% | -6.8% | +72.0% | +55.0% |
| 10Y | +504.1% | +614.7% | -110.5% | +126.5% |
| All | +1,323.6% | +2,756.4% | -1,432.8% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling